Adam Misiorek
Names
| first: |
Adam |
| last: |
Misiorek |
Identifer
Contact
Affiliations
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Santander Consumer Bank Polska (weight: 50%)
- http://www.santanderconsumer.pl/
- location: Poland, Wrocław
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Politechnika Wrocławska
/ Wydział Zarządzania (weight: 50%)
Research profile
author of:
- Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models (RePEc:bpj:sndecm:v:10:y:2006:i:3:n:2)
by Misiorek Adam & Trueck Stefan & Weron Rafal - Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models (RePEc:eee:intfor:v:24:y:2008:i:4:p:744-763)
by Weron, Rafal & Misiorek, Adam - Models for Heavy-tailed Asset Returns (RePEc:hum:wpaper:sfb649dp2010-049)
by Szymon Borak & Adam Misiorek & Rafał Weron - Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models (RePEc:pra:mprapa:10428)
by Weron, Rafal & Misiorek, Adam - Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market (RePEc:pra:mprapa:1363)
by Weron, Rafal & Misiorek, Adam - Loss Distributions (RePEc:pra:mprapa:22163)
by Burnecki, Krzysztof & Misiorek, Adam & Weron, Rafal - Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts? (RePEc:pra:mprapa:2292)
by Weron, Rafal & Misiorek, Adam - Models for Heavy-tailed Asset Returns (RePEc:pra:mprapa:25494)
by Borak, Szymon & Misiorek, Adam & Weron, Rafal - Modeling and forecasting electricity loads: A comparison (RePEc:wpa:wuwpem:0502004)
by Rafal Weron & Adam Misiorek - Forecasting Spot Electricity Prices With Time Series Models (RePEc:wpa:wuwpem:0504001)
by Rafal Weron & Adam Misiorek - MFE Toolbox ver. 1.0.1 for MATLAB (RePEc:wuu:hscode:zip00001)
by Rafal Weron & Jakub Jurdziak & Adam Misiorek - SNDE06_EXAMPLE: MATLAB codes and data for "Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models" (RePEc:wuu:hscode:zip06001)
by Adam Misiorek & Stefan Trueck & Rafal Weron - Short-term electricity price forecasting with time series models: A review and evaluation (RePEc:wuu:wpaper:hsc0601)
by Rafal Weron & Adam Misiorek - Interval forecasting of spot electricity prices (RePEc:wuu:wpaper:hsc0605)
by Adam Misiorek & Rafal Weron - Short-term forecasting of electricity prices: Do we need a different model for each hour? (RePEc:wuu:wpaper:hsc0801)
by Adam Misiorek - Models for Heavy-tailed Asset Returns (RePEc:wuu:wpaper:hsc1001)
by Szymon Borak & Adam Misiorek & Rafal Weron - Heavy-tailed distributions in VaR calculations (RePEc:wuu:wpaper:hsc1005)
by Adam Misiorek & Rafal Weron - Models for heavy-tailed asset returns (RePEc:zbw:sfb649:sfb649dp2010-049)
by Borak, Szymon & Misiorek, Adam & Weron, Rafał